Description Usage Arguments Value References
This function calculates the entries for a precision matrix for a random walk of order p
.
It is used in the MCMC augementation with p=2
, but, it is presented here for general use.
1 | iar.Q(n, p)
|
n |
The length of the RW(p) process. The length must be greater than or equal to |
p |
The order of the random walk process. |
A matrix
H. Rue and L. Held (2005) Gaussian Markov Random Fields. Chapman & Hall/CRC. 263 pp.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.